The Risk Management - Portfolio Analytics team at GM Financial is looking to solve the problem of analyzing and forecasting credit performance for the Global Consumer and Commercial portfolios.
Requirements
- Advanced knowledge of applied statistical methodologies
- Advanced knowledge of quantitative, analytical and data mining
- Advanced knowledge of SAS, Excel, Word and PowerPoint
- Advanced knowledge of spreadsheet modeling and credit risk techniques
- Data analysis, advanced spreadsheet modeling, and credit risk techniques skills
- Demonstrated quantitative skills and ability to apply complex statistical principles
- Advanced quantitative skills and ability to apply complex econometric principles
Responsibilities
- Assist in the design, development, and maintenance of sophisticated forecasting models
- Utilize data mining and advanced spreadsheet skills to participate in complex portfolio forecasting, modeling, analysis, and reporting related to factors that affect portfolio performance
- Employ best practices of data analysis and validation to ensure data results are accurate
- Promote innovative ways to visualize and digest complex data
- Effectively summarize and communicate analysis results, expectations, statistical methodology and results to management
- Conducting ad hoc research projects incorporating project design, data collection and analysis
- Monitoring and validating model performance and updating models as needed
Other
- 5-7 years of modeling experience
- Bachelor’s Degree in Statistics, Applied Mathematics, Econometrics, Operations Research or similar quantitative field
- Ability to coordinate and balance numerous tasks under pressure and meet deadlines
- Ability to work with minimal supervision
- Effective written and verbal presentation skills with an ability to communicate well with management
